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Dealing with the Inventory Risk

Guéant, Olivier; Lehalle, Charles-Albert; Tapia, Joaquin Fernandez (2011) Document de travail / Working paper

Optimal Portfolio Liquidation with Limit Orders

Guéant, Olivier; Lehalle, Charles-Albert; Tapia, Joaquin Fernandez (2011) Document de travail / Working paper

From infinity to one: The reduction of some mean field games to a global control problem

Guéant, Olivier (2011) Document de travail / Working paper